The Multiple LAG Process and Its Estimation

The Multiple LAG Process and Its Estimation

Title : The Multiple LAG Process and Its Estimation
Authors :
Baras, John S.
Sonmez, Kemal M
Conference : 1995 IEEE ICASSP Vol. 3, pp. 1697-1700
Date: June 01 - June 01, 1995

We derive estimators for the multiple lag process, a generalization of the lag process, via spectral representations of stationary processes by complex random spectral measures. We present estimators of transfer functions for the multiple lag model with a given vector of lags and derive a multiple-lag (quadratic) coherence which can be maximized to choose the best vector of lags in the minimum mean squared error sense from a given set of lag vectors. We also demonstrate the estimation scheme by a simulation example and point out possible applications for the multiple-lag model in speech processing.

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